Martin Kegnenlezom

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Person:2032211

Available identifiers

zbMath Open kegnenlezom.martinMaRDI QIDQ2032211

List of research outcomes





PublicationDate of PublicationType
Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 12021-06-16Paper
A jump-diffusion model for pricing electricity under price-cap regulation2020-05-12Paper
European Option Pricing of electricity under exponential functional of L\'evy processes with Price-Cap principle2019-06-26Paper

Research outcomes over time

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